Hi GYSK,
Thanks for hopping in the forum. Just to explain a little, the plugin only handles the initial subscribe process. Subscribers would still have to confirm the address to be added to the list in MailChimp. This confirmation process, is handled by MailChimp. So if you’re trying to execute a script, it would have to be done on that end.
With that in mind, MailChimp has the option of setting a custom Confirmation thank you page. You can learn more about that in this guide in the MailChimp knowledge base: http://kb.mailchimp.com/article/can-i-design-and-host-my-own-thank-you-pages-instead-of-using-mailchimps
MailChimp lists also has webhooks, which could be used to perform an action when someone subscribes, this page can help setting those up: http://kb.mailchimp.com/article/what-are-webhooks-and-how-can-i-set-them-up/
Let us know if you have any other questions.
-mcd